This is a really niche request and I’d be surprised if someone made a m2 adapter that had a sata controller built in. But Nvme is just a pcie pass through slot. Use something like this and hook in a HBA. https://www.amazon.com/NGFF-NVMe-PCIe-Extension-Cable/dp/B089YHGQCC/ref=asc_df_B089YHGQCC/
It’s a matter of finding a GPU and having an extra power supply.